+150.0%
EBAY vs ZETA
+272.3%
-122.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -3.6% | +10.5% | -14.1% | -4.6% |
| 3M | -4.4% | +44.3% | -48.8% | -8.1% |
| 6M | +12.1% | +59.4% | -47.4% | +6.1% |
| YTD | +19.9% | +49.5% | -29.6% | +13.7% |
| 1Y | +13.4% | +62.7% | -49.3% | +6.4% |
| All | +150.0% | +272.3% | -122.3% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling